Intraday Predictability of Overnight Interest Rates

Lee (2001) found the overnight Eurodollar rate in London and the effective Fed funds rate exhibit similar calendar-day effects although the absolute magnitudes are less. Explanations for the smaller calendar-day effects on the overnight Eurodollar rate include the difference between market-specific conventions in the two markets and the time difference in measuring two interest rates. This paper investigates the relationship between the Fed funds rate at 11:30 am EST, the effective Fed funds rate and the overnight Eurodollar rate in London. It is found that the different calendar-day effects are caused by both the difference between market structures and by data collecting time difference.

Frequency based Classification of Activities using Accelerometer Data

This work presents, the classification of user activities such as Rest, Walk and Run, on the basis of frequency component present in the acceleration data in a wireless sensor network environment. As the frequencies of the above mentioned activities differ slightly for different person, so it gives a more accurate result. The algorithm uses just one parameter i.e. the frequency of the body acceleration data of the three axes for classifying the activities in a set of data. The algorithm includes a normalization step and hence there is no need to set a different value of threshold value for magnitude for different test person. The classification is automatic and done on a block by block basis.Comment: IEEE International Conference on Multisensor Fusion and Integration for Intelligent Systems, 2008. MFI 200

An Authenticated Group Key Agreement Protocol on Braid groups

In this paper, we extend the 2-party key exchange protocol on braid groups to the group key agreement protocol based on the hardness of Ko-Lee problem. We also provide authenticity to the group key agreement protocol

Roles of zinc and metallothionein-3 in oxidative stress-induced lysosomal dysfunction, cell death, and autophagy in neurons and astrocytes

Zinc dyshomeostasis has been recognized as an important mechanism for cell death in acute brain injury. An increase in the level of free or histochemically reactive zinc in astrocytes and neurons is considered one of the major causes of death of these cells in ischemia and trauma. Although zinc dyshomeostasis can lead to cell death via diverse routes, the major pathway appears to involve oxidative stress